-LRB- CNN -RRB- -- A southwest Illinois man accused of strangling his wife and two young sons appeared in court Wednesday and pleaded not guilty to murder charges , officials said .

Christopher Coleman sits in the back of a police car after his arrest Tuesday in the slayings of his wife and two sons .

Christopher Coleman , 32 , will remain jailed without bond pending a June 10 preliminary hearing , according to the Monroe County , Illinois , district court clerk 's office .

He is charged with three counts of first-degree murder in the deaths of Sheri Coleman , 31 , and sons Garett , 11 , and Gavin , 9 . Their bodies were found May 5 in the bedrooms of the Coleman 's two-story home in Columbia , Illinois , a suburb of St. Louis , Missouri .

The three died of strangulation by ligature -- a string , cord or wire -- police said . Coleman was arrested Tuesday at his parents ' home in Chester , Illinois .

As a police patrol car carrying Coleman arrived at the Monroe County courthouse for Wednesday 's hearing , a waiting crowd shouted `` murderer '' and `` baby killer , '' according to video posted on the Web site of CNN affiliate KSDK .

Coleman told police he left the house at 5:43 a.m. the day of the deaths and drove to a gym to work out . Watch report of Coleman 's actions after deaths ''

`` Shortly thereafter , he started calling his house , realized that nobody was answering and on his way back at around 6:50 a.m. is when he made the phone call to the Columbia Police Department , said Maj. Jeff Connor , commander of the Major Case Squad of Greater St. Louis .

Coleman said he was calling the house to make sure the boys were waking up for school , Connor said .

Threatening messages were found on the walls inside the home , Connor said , but would not disclose the exact wording . In an article posted on the Major Case Squad 's Web site , the St. Louis Post-Dispatch newspaper reported the message said something to the effect of , `` I told you this would happen . ''

A glove with red spray paint on it was found along Interstate 255 , which would have been on Coleman 's route to the gym , the newspaper reported . The message in the Coleman home was written in paint of a similar color , the article said .

Coleman previously worked in the security department for Joyce Meyer Ministries , an evangelical Christian organization based in suburban St. Louis , said spokesman Roby Walker .

Walker told CNN Coleman resigned last week after the two met regarding `` a violation of moral conduct . '' He would not elaborate .

The Post-Dispatch cited police sources as saying Coleman had more than one romantic rendezvous with a Florida woman , a friend of his wife , during out-of-town ministry trips . Neither Coleman nor his attorneys have commented on that report , the Post-Dispatch said .

Police said Tuesday they did not have a motive for the killings .

Joyce Meyer Ministries said in a statement Wednesday that it had learned of the charges against Coleman .

`` This horrible tragedy has deeply saddened us all and although nothing can compensate for the loss of this beautiful family , our ministry remains fully behind the diligent efforts of the law enforcement community , '' the statement said .

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NEW : Illinois man held without bond on three counts of first-degree murder

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Chris Coleman pleads not guilty to slayings of wife , two children

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Bodies were found in Southern Illinois home on May 5

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Coleman claimed he left home for gym before slayings , police say